• Title/Summary/Keyword: Sequential Quadratic Programming

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ON THE GLOBAL CONVERGENCE OF A MODIFIED SEQUENTIAL QUADRATIC PROGRAMMING ALGORITHM FOR NONLINEAR PROGRAMMING PROBLEMS WITH INEQUALITY CONSTRAINTS

  • Liu, Bingzhuang
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1395-1407
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    • 2011
  • When a Sequential Quadratic Programming (SQP) method is used to solve the nonlinear programming problems, one of the main difficulties is that the Quadratic Programming (QP) subproblem may be incompatible. In this paper, an SQP algorithm is given by modifying the traditional QP subproblem and applying a class of $l_{\infty}$ penalty function whose penalty parameters can be adjusted automatically. The new QP subproblem is compatible. Under the extended Mangasarian-Fromovitz constraint qualification condition and the boundedness of the iterates, the algorithm is showed to be globally convergent to a KKT point of the non-linear programming problem.

Development of Probiotic Candies with Optimal Viability by Using Response Surface Methodology and Sequential Quadratic Programming

  • Chen, Kun-Nan;Chen, Ming-Ju;Shiu, Jia-Shian
    • Asian-Australasian Journal of Animal Sciences
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    • v.21 no.6
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    • pp.896-902
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    • 2008
  • The objective of this research was to create a new probiotic candy with good flavor and healthy benefits by using the response surface method and a sequential quadratic programming technique. The endpoint was to increase the varieties of dairy products and enhance their market values. In this study, milk was mixed with yogurt cultures (Lactobacillus bulgaricus, Streptococcus thermophilus) and probiotics (L. paracasei, Bifidobacterium longum) and incubated at $37^{\circ}C$ for 20 h. The samples were blended with lyoprotectants (galactose, skim milk powder and sucrose), freeze dried and then mixed with sweeteners (lactose and xylitol) to improve the texture for forming tablets. The processing conditions were optimized in two steps: the first step constructed a surface model using response surface methodology; the second step optimized the model with a sequential quadratic programming procedure. Results indicated that skim milk inoculated with L. delbrueckii subsp. Bulgaricus, S. thermophilus, L. paracasei subsp. paracasei and B. longum and blended with 6.9% of galactose, 7.0% of sucrose and 8.0% of skim milk powder would produce a new probiotic candy with the highest viability of probiotics and good flavor. A relatively higher survival of probiotics can be achieved by placing the probiotic candy product in a glass bottle with deoxidant and desiccant at $4^{\circ}C$. These probiotic counts remained at 106-108 CFU/g after being stored for two months.

Lumped Model Parameter Estimation of Floating Mass Transducers based on Sequential Quadratic Programming Method for IMEHDs (Sequential Quadratic Programming 방법을 이용한 인공중이용 플로팅 매스 트랜스듀서의 집중 모델 파라미터 추정)

  • Park, I.Y.
    • Journal of rehabilitation welfare engineering & assistive technology
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    • v.5 no.1
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    • pp.59-64
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    • 2011
  • In this paper, the lumped element model parameter estimation method and its implemented estimation software for fabricated floating mass transducers of IMEHDs have been presented so that the estimated parameter values could be compared with the designed ones and applied to predict the output performance when the transducers were implanted into human ears. The presented method is based on the sequential quadratic programming (SQP) for estimating parameters in the transducer's lumped model and has been implemented by the use of LabVIEW graphical language. Using the implemented estimation software, the accuracy of parameter estimation has been verified and our implemented estimation method has been evaluated by the comparison of the estimated transducer parameter values with the designed ones for a practically fabricated floating mass transducer for IMEHDs.

Sequential Quadratic Programming based Global Path Re-Planner for a Mobile Manipulator

  • Lee Soo-Yong
    • International Journal of Control, Automation, and Systems
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    • v.4 no.3
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    • pp.318-324
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    • 2006
  • The mobile manipulator is expected to work in partially defined or unstructured environments. In our global/local approach to path planning, joint trajectories are generated for a desired Cartesian space path, designed by the global path planner. For a local path planner, inverse kinematics for a redundant system is used. Joint displacement limit for the manipulator links is considered in the motion planner. In an event of failure to obtain feasible trajectories, the task cannot be accomplished. At the point of failure, a deviation in the Cartesian space path is obtained and a replanner gives a new path that would achieve the goal position. To calculate the deviation, a nonlinear optimization problem is formulated and solved by standard Sequential Quadratic Programming (SQP) method.

Probabilistic Assessment of Total Transfer Capability Using SQP and Weather Effects

  • Kim, Kyu-Ho;Park, Jin-Wook;Rhee, Sang-Bong;Bae, Sungwoo;Song, Kyung-Bin;Cha, Junmin;Lee, Kwang Y.
    • Journal of Electrical Engineering and Technology
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    • v.9 no.5
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    • pp.1520-1526
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    • 2014
  • This paper presents a probabilistic method to evaluate the total transfer capability (TTC) by considering the sequential quadratic programming and the uncertainty of weather conditions. After the initial TTC is calculated by sequential quadratic programming (SQP), the transient stability is checked by time simulation. Also because power systems are exposed to a variety of weather conditions the outage probability is increased due to the weather condition. The probabilistic approach is necessary to evaluate the TTC, and the Monte Carlo Simulation (MCS) is used to accomplish the probabilistic calculation of TTC by considering the various weather conditions.

AN ACTIVE SET SQP-FILTER METHOD FOR SOLVING NONLINEAR PROGRAMMING

  • Su, Ke;Yuan, Yingna;An, Hui
    • East Asian mathematical journal
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    • v.28 no.3
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    • pp.293-303
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    • 2012
  • Sequential quadratic programming (SQP) has been one of the most important methods for solving nonlinear constrained optimization problems. Recently, filter method, proposed by Fletcher and Leyffer, has been extensively applied for its promising numerical results. In this paper, we present and study an active set SQP-filter algorithm for inequality constrained optimization. The active set technique reduces the size of quadratic programming (QP) subproblem. While by the filter method, there is no penalty parameter estimate. Moreover, Maratos effect can be overcome by filter technique. Global convergence property of the proposed algorithm are established under suitable conditions. Some numerical results are reported in this paper.

Optimization of the Growth Rate of Probiotics in Fermented Milk Using Genetic Algorithms and Sequential Quadratic Programming Techniques

  • Chen, Ming-Ju;Chen, Kun-Nan;Lin, Chin-Wen
    • Asian-Australasian Journal of Animal Sciences
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    • v.16 no.6
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    • pp.894-902
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    • 2003
  • Prebiotics (peptides, N-acetyglucoamine, fructo-oligosaccharides, isomalto-oligosaccharides and galactooligosaccharides) were added to skim milk in order to improve the growth rate of contained Lactobacillus acidophilus, Lactobacillus casei, Bifidobacterium longum and Bifidobacterium bifidum. The purpose of this research was to study the potential synergy between probiotics and prebiotics when present in milk, and to apply modern optimization techniques to obtain optimal design and performance for the growth rate of the probiotics using a response surface-modeling technique. To carry out response surface modeling, the regression method was performed on experimental results to build mathematical models. The models were then formulated as an objective function in an optimization problem that was consequently optimized using a genetic algorithm and sequential quadratic programming approach to obtain the maximum growth rate of the probiotics. The results showed that the quadratic models appeared to have the most accurate response surface fit. Both SQP and GA were able to identify the optimal combination of prebiotics to stimulate the growth of probiotics in milk. Comparing both methods, SQP appeared to be more efficient than GA at such a task.

Optimal Control of Large-Scale Dynamic Systems using Parallel Processing (병렬처리를 이용한 대규모 동적 시스템의 최적제어)

  • Park, Ki-Hong
    • Journal of Institute of Control, Robotics and Systems
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    • v.5 no.4
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    • pp.403-410
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    • 1999
  • In this study, a parallel algorithm has been developed that can quickly solve the optiaml control problem of large-scale dynamic systems. The algorithm adopts the sequential quadratic programming methods and achieves domain decomposition-type parallelism in computing sensitivities for search direction computation. A silicon wafer thermal process problem has been solved using the algorithm, and a parallel efficiency of 45% has been achieved with 16 processors. Practical methods have also been investigated in this study as a way to further speed up the computation time.

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Optimal Design of Helicopter Tailer Boom (헬리곱터 꼬리 날개의 최적 설계)

  • 한석영
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 1999.10a
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    • pp.419-424
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    • 1999
  • In this paper, the comparison of the first order approximation schemes such as SLP (sequential linear programming), CONLIN(convex linearization), MMA(method of moving asymptotes) and the second order approximation scheme, SQP(sequential quadratic programming) was accomplished for optimization of and nonlinear structures. It was found that MMA and SQP(sequential quadratic programming) was accomplished for optimization of and nonlinear structures. It was found that MMA and SQP are the most efficient methods for optimization. But the number of function call of SQP is much more than that of MMA. Therefore, when it is considered with the expense of computation, MMA is more efficient than SQP. In order to examine the efficiency of MMA for complex optimization problem, it was applied to the helicopter tail boom considering column buckling and local wall buckling constraints. It is concluded that MMA can be a very efficient approximation scheme from simple problems to complex problems.

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Comparison of Optimization Algorithms for Available Transfer Capability Assessment in Interconnected Systems (연계계통에서 가용송전용량 평가를 위한 최적화 알고리즘의 비교)

  • Kim, Kyu-Ho;Song, Kyung-Bin
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.12
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    • pp.549-554
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    • 2006
  • Available transfer capability(ATC) is an important indicator of the usable amount of transmission capacity accessible by several parties for commercial trading in power transaction activities. This paper deals with an application of optimization technique for available transfer capability(ATC) calculation and analyzes the results of ATC by considering several constraints. Especially several optimization techniques are used to solve the ATC problem with state-steady security constraints. The results are compared with that of repeat power flow(RPF), sequential quadratic programming(SQP) and linear programming(LP). The proposed method is applied to 10 machines 39 buses model systems to show its effectiveness.